Hello StrangeDanger
Sometimes it's Mac OS X system itself that blocks the launch of the game, especially GateKeeper which is a feature that will check if the said application is safe and can be opened on your Mac without damaging it, basically.
First, please delete all your old PRO files and download a fresh one here. If you're using Safari the file should get unzipped automatically so skip this step, but if you're using Chrome or Firefox you'll need to unzip it manually, I'd recommend you The Unarchiver.
Once you have your PRO launcher ready to be used, please visit this link about How to disable GateKeeper on Mac OS X Sierra and follow the step about how to completely disable this internal check, you'll have to use the Terminal application.
Launch the Terminal (Applications > Utilities)
Paste the following command sudo spctl --master-disable
Hit Return
Enter your Mac password as usually required when you're running an admin command (it might be invisible even if you type it, so don't worry)
Hit Return
GateKeeper should get disabled, in order to check go through the Preference System > Security & Privacy and you'll see that your downloaded applications can be opened from anywhere.
You can now open PRO without being annoyed by the system check. Keep in mind that you'll don't have to do this command each time, it is permanent until you decide to allow GateKeeper again.
If you need further assistance, feel free to ask for. Good luck.